Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference by Gershon, David
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Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference by Gershon, David

Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference

World Scientific Publishing Company
Price:
$161.46

Description

This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making.

Author: David Gershon
Publisher: World Scientific Publishing Company
Published: 01/25/2023
Pages: 556
Binding Type: Hardcover
Weight: 1.99lbs
Size: 9.00h x 6.00w x 1.19d
ISBN13: 9789811255861
ISBN10: 9811255865
BISAC Categories:
- Business & Economics | Investments & Securities | Options
- Business & Economics | Finance | Financial Engineering